Numerical approximation of highly oscillatory integrals on semi-finite intervals by steepest descent method

2012 ◽  
Vol 63 (3) ◽  
pp. 537-548 ◽  
Author(s):  
Hassan Majidian
Symmetry ◽  
2019 ◽  
Vol 11 (6) ◽  
pp. 728 ◽  
Author(s):  
SAIRA ◽  
Shuhuang Xiang

In this paper, a fast and accurate numerical Clenshaw-Curtis quadrature is proposed for the approximation of highly oscillatory integrals with Cauchy and logarithmic singularities, ⨍ − 1 1 f ( x ) log ( x − α ) e i k x x − t d x , t ∉ ( − 1 , 1 ) , α ∈ [ − 1 , 1 ] for a smooth function f ( x ) . This method consists of evaluation of the modified moments by stable recurrence relation and Cauchy kernel is solved by steepest descent method that transforms the oscillatory integral into the sum of line integrals. Later theoretical analysis and high accuracy of the method is illustrated by some examples.


2007 ◽  
Vol 18 (4) ◽  
pp. 435-447 ◽  
Author(s):  
SHEEHAN OLVER

This article presents a method for the numerical quadrature of highly oscillatory integrals with stationary points. We begin with the derivation of a new asymptotic expansion, which has the property that the accuracy improves as the frequency of oscillations increases. This asymptotic expansion is closely related to the method of stationary phase, but presented in a way that allows the derivation of an alternate approximation method that has similar asymptotic behaviour, but with significantly greater accuracy. This approximation method does not require moments.


Geophysics ◽  
2018 ◽  
Vol 83 (4) ◽  
pp. D151-D164
Author(s):  
Yihe Xu ◽  
Baoshan Wang ◽  
Tao Xu

Borehole sources, including chemical explosives, air gun, water gun, and piezoelectric transducers in the borehole, generate seismic waves inside and outside the borehole. Modeling the wavefield is of key importance in acoustic logging, crosshole tomography, mining geophysics, and deep sounding seismic for interpretation of amplitude information of real data and prediction of energy-radiation patterns. Classic methods for modeling the wavefield inside a borehole, such as real-axis integration, are challenged by highly oscillatory integrals encountered when modeling the wavefield outside the borehole. We have developed a novel method, called steepest descent integration (SDI), which evaluates the oscillatory wavenumber integration by numerically integrating along the steepest descent path. The oscillation along the new integration path is significantly reduced. The contributions of poles and branch cuts are added if they are located between the steepest descent path and the real axis. The SDI is applicable to arbitrary frequency and source-receiver distance. Comparison with real-axis integration shows that the method can compute highly oscillatory integrals with better efficiency and accuracy. In addition, the SDI is more numerically robust because it generates no spurious arrivals, which are evident in the real-axis integration. Analysis of numerical examples at different source-receiver distance shows that SDI is more efficient when computing far-field seismograms. This SDI can also be used to compute highly oscillatory integral in other wave-propagation problems.


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